NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
85.67 |
85.70 |
0.03 |
0.0% |
92.10 |
| High |
86.31 |
86.41 |
0.10 |
0.1% |
93.29 |
| Low |
84.53 |
85.23 |
0.70 |
0.8% |
82.63 |
| Close |
85.67 |
86.21 |
0.54 |
0.6% |
83.47 |
| Range |
1.78 |
1.18 |
-0.60 |
-33.7% |
10.66 |
| ATR |
1.78 |
1.74 |
-0.04 |
-2.4% |
0.00 |
| Volume |
4,612 |
6,290 |
1,678 |
36.4% |
26,685 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.49 |
89.03 |
86.86 |
|
| R3 |
88.31 |
87.85 |
86.53 |
|
| R2 |
87.13 |
87.13 |
86.43 |
|
| R1 |
86.67 |
86.67 |
86.32 |
86.90 |
| PP |
85.95 |
85.95 |
85.95 |
86.07 |
| S1 |
85.49 |
85.49 |
86.10 |
85.72 |
| S2 |
84.77 |
84.77 |
85.99 |
|
| S3 |
83.59 |
84.31 |
85.89 |
|
| S4 |
82.41 |
83.13 |
85.56 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.44 |
111.62 |
89.33 |
|
| R3 |
107.78 |
100.96 |
86.40 |
|
| R2 |
97.12 |
97.12 |
85.42 |
|
| R1 |
90.30 |
90.30 |
84.45 |
88.38 |
| PP |
86.46 |
86.46 |
86.46 |
85.51 |
| S1 |
79.64 |
79.64 |
82.49 |
77.72 |
| S2 |
75.80 |
75.80 |
81.52 |
|
| S3 |
65.14 |
68.98 |
80.54 |
|
| S4 |
54.48 |
58.32 |
77.61 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.43 |
|
2.618 |
89.50 |
|
1.618 |
88.32 |
|
1.000 |
87.59 |
|
0.618 |
87.14 |
|
HIGH |
86.41 |
|
0.618 |
85.96 |
|
0.500 |
85.82 |
|
0.382 |
85.68 |
|
LOW |
85.23 |
|
0.618 |
84.50 |
|
1.000 |
84.05 |
|
1.618 |
83.32 |
|
2.618 |
82.14 |
|
4.250 |
80.22 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.08 |
85.96 |
| PP |
85.95 |
85.72 |
| S1 |
85.82 |
85.47 |
|